Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'597 CHF | 525'097 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 104.55 % | 105.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'617 CHF | 525'117 CHF | 99.39% | 99.39% |
11.07.2024 | 0.48% | 104.55 % | 105.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'816 CHF | 525'316 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'017 CHF | 525'517 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'482 CHF | 525'982 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'697 CHF | 526'316 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 104.75 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'747 CHF | 526'348 CHF | 99.35% | 99.35% |
04.07.2024 | 0.52% | 104.75 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'750 CHF | 526'498 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 104.80 % | 105.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'824 CHF | 526'574 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'398 CHF | 525'904 CHF | 98.67% | 98.67% |